LIBROS DEL AUTOR: jacob engwerda

2 resultados para LIBROS DEL AUTOR: jacob engwerda

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  • The Interval Market Model in Mathematical Finance
    Berend Roorda / Jacob C. Engwerda / Pierre Bernhard
    Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complemen...
    Disponible

    65,95 €

  • Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations
    Bas van Aarle / Jacob Engwerda / Joseph E.J.K Plasmans
    Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations analyzes coordination of monetary and fiscal stabilization policies between countries and currency areas using a dynamic game approach. The first four chapters introduce the reader to the dynamics of fiscal and monetary policy cooperation. Issues covered include: fiscal coordination, fi...
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    268,92 €